I would fairly strongly say "no".
By implementing a proxy, you'll be setting up your own man-in-the-middle attacks. The proxy will see the unencrypted, and likely highly sensitive data, intended for remote services. Proxy logs will likely have all sorts of Very Bad Things in them from a security perspective.
For example, the SAAS APIs from Salesforce (and everyone else) is HTTPS only. For you to offer a proxy means you're created a fake cert or hacked all the clients. I suspect it's also likely to mess with CORS support, JSON-P support, and perhaps cookies, as the origins for requests would be very wonky due to the DNS hacking you would need to do for it to work. That's probably never going to fly at either a technical, business, privacy, or legal level.
Cheers,
Chris